-24.2%
ICLR vs VT
+53.2%
-77.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +4.1% |
| 7D | -6.4% | -4.2% | -2.2% | -1.8% |
| 30D | +24.7% | -5.8% | +30.5% | +33.5% |
| 3M | +23.3% | -5.2% | +28.6% | +31.0% |
| 6M | +66.2% | +0.1% | +66.1% | +63.8% |
| YTD | +10.7% | +8.2% | +2.4% | +0.3% |
| 1Y | +23.2% | +10.1% | +13.1% | +9.4% |
| 3Y | -21.9% | +69.7% | -91.5% | -59.6% |
| 5Y | -24.2% | +53.4% | -77.6% | -56.4% |
| All | -24.2% | +53.2% | -77.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling